This study experimentally and numerically investigates the freezing characteristics and fluid dynamics of millimetre-sized sessile water droplets submerged in silicone oil at sub-zero temperatures under free convection. Individual water droplets were cooled to sub-zero temperatures (260-270 K) via interfacial heat transfer between the two liquid phases, in an approach different to studies in the literature where the cooling is done either from the solid substrate or from a low-temperature gas phase (such as air) surrounding the droplets. Laser-induced fluorescence was employed to perform spatiotemporally-resolved measurements of the phase distribution (from which interface distributions, freezing fronts, and rates were extracted). The particle image velocimetry was used to generate information on the velocity fields inside the liquid droplets. The experimental data are complemented by computational fluid dynamics (CFD) simulations, which showed acceptable qualitative and quantitative agreement with the experimental results. The experimental and simulation results indicated that prior to the initiation of freezing, two counteracting recirculation zones are generated in the central plane of the droplets, one on either side of the centreline, leading to a net upward flow at the edges and a downward flow in the centre due to the natural convection driven by internal temperature gradients. The nucleation sites appear on the external regions of the recirculation structures (which are locations with higher shear). Once freezing starts, the natural circulation patterns are suppressed, and instead, a sole downwards flow dominates, which is the result of the freezing layer suppressing the water phase. CFD results demonstrated a relatively wide temperature and pressure distribution in the water droplet at the beginning of the freezing stage, which gradually diminishes as the freezing process proceeds. The effect of droplet size and oil temperature on the freezing rates were investigated parametrically. The finding showed that when the droplet size doubles, the time required for the droplet to completely freeze extended by almost an order of magnitude. In addition, lower oil temperatures appeared to modify the normalised freezing rate, with sharper exponential growth rates and reduced initial and final stages at higher oil temperatures.